Note: the following will only work if you are using my copies of AndEngine and box2dPhysicsExtension. To get my copies of these, following the instructions here...http://www.andengine.org/forums/tutorials/getting-started-with-andengine-t4858.html
I have now updated my Sample Project (at the following link) to contain an example of using this box2D Debug Draw for AndEngine GLES2...https://github.com/RealMayo/AndEngineSampleProject
All you need to do in that project is in the MainActivity.java file, uncomment line 141 to turn Debug Draw on. And to turn it off, just comment that line out.
You will notice that when you have turned Debug Draw on, and you run the app, you will see the outline of a little "shelf" that the objects collide with. That shelf is defined in MainActivity.java on lines 125 and 132. Then if you turn Debug Draw off, and run the app, you no longer see that shelf, but the objects still interact with it.
Also when you have Debug Draw turned on you will notice that everything has a blue outline around it, even the colorful sprites have a little blue line around them (because the sprites happen to be the exact same size as the bodies they are attached to). This is how Debug Draw works, it exposes the shapes of all bodies on your screen.
Note that in a box2d physics world, collision only occurs between bodies (which is what the blue outlines are showing you). Collision does not occur between sprites. So theoretically you can have a large sprite on a tiny body, and collision will still only occur with the tiny body not the large sprite, and Debug Draw will outline that tiny body, it will not outline your sprite in this case.